+52.1%
CSX vs MCO
-5.3%
+57.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | -0.6% | -3.1% | +2.6% | -0.6% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | +2.6% | +5.7% | -3.1% | +2.7% |
| 6M | +19.8% | +3.0% | +16.8% | +19.6% |
| YTD | +34.7% | -6.5% | +41.1% | +34.7% |
| 1Y | +52.1% | -5.8% | +57.9% | +51.6% |
| All | +52.1% | -5.3% | +57.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling